-17.3%
IQMX vs VT
+29.5%
-46.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +3.4% |
| 7D | -0.2% | +0.4% | -0.6% | +0.2% |
| 30D | -18.8% | -2.6% | -16.2% | -16.6% |
| 3M | -11.1% | -3.2% | -7.9% | -8.3% |
| 6M | -26.4% | +0.9% | -27.3% | -25.0% |
| YTD | -18.7% | +11.3% | -30.0% | -18.0% |
| 1Y | -20.0% | +14.0% | -34.0% | -19.4% |
| All | -17.3% | +29.5% | -46.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling